Invariant Risk Minimization
Martin Arjovsky, L\'eon Bottou, Ishaan Gulrajani, David Lopez-Paz

TL;DR
Invariant Risk Minimization (IRM) is a new learning approach that aims to find data representations with stable, invariant correlations across different training environments, improving out-of-distribution generalization by capturing causal structures.
Contribution
IRM introduces a novel framework for learning invariant representations that align with causal factors, advancing out-of-distribution robustness in machine learning models.
Findings
IRM learns representations with invariant correlations across distributions.
Theoretical analysis links IRM invariances to causal structures.
Experiments demonstrate IRM's improved out-of-distribution generalization.
Abstract
We introduce Invariant Risk Minimization (IRM), a learning paradigm to estimate invariant correlations across multiple training distributions. To achieve this goal, IRM learns a data representation such that the optimal classifier, on top of that data representation, matches for all training distributions. Through theory and experiments, we show how the invariances learned by IRM relate to the causal structures governing the data and enable out-of-distribution generalization.
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Taxonomy
TopicsDomain Adaptation and Few-Shot Learning · Machine Learning and Data Classification · Machine Learning and Algorithms
